NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 28-Jul-2020
Day Change Summary
Previous Current
27-Jul-2020 28-Jul-2020 Change Change % Previous Week
Open 41.82 42.29 0.47 1.1% 41.20
High 42.33 42.48 0.15 0.4% 42.85
Low 41.10 41.52 0.42 1.0% 40.55
Close 42.18 41.74 -0.44 -1.0% 41.82
Range 1.23 0.96 -0.27 -22.0% 2.30
ATR 1.35 1.32 -0.03 -2.0% 0.00
Volume 70,143 50,033 -20,110 -28.7% 344,653
Daily Pivots for day following 28-Jul-2020
Classic Woodie Camarilla DeMark
R4 44.79 44.23 42.27
R3 43.83 43.27 42.00
R2 42.87 42.87 41.92
R1 42.31 42.31 41.83 42.11
PP 41.91 41.91 41.91 41.82
S1 41.35 41.35 41.65 41.15
S2 40.95 40.95 41.56
S3 39.99 40.39 41.48
S4 39.03 39.43 41.21
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 48.64 47.53 43.09
R3 46.34 45.23 42.45
R2 44.04 44.04 42.24
R1 42.93 42.93 42.03 43.49
PP 41.74 41.74 41.74 42.02
S1 40.63 40.63 41.61 41.19
S2 39.44 39.44 41.40
S3 37.14 38.33 41.19
S4 34.84 36.03 40.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.73 41.10 1.63 3.9% 1.06 2.5% 39% False False 63,755
10 42.85 40.55 2.30 5.5% 1.02 2.4% 52% False False 62,781
20 42.85 39.37 3.48 8.3% 1.13 2.7% 68% False False 68,723
40 42.85 35.72 7.13 17.1% 1.55 3.7% 84% False False 72,352
60 42.85 27.57 15.28 36.6% 1.69 4.1% 93% False False 76,702
80 42.85 25.31 17.54 42.0% 1.88 4.5% 94% False False 83,922
100 47.28 25.31 21.97 52.6% 2.12 5.1% 75% False False 91,314
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.56
2.618 44.99
1.618 44.03
1.000 43.44
0.618 43.07
HIGH 42.48
0.618 42.11
0.500 42.00
0.382 41.89
LOW 41.52
0.618 40.93
1.000 40.56
1.618 39.97
2.618 39.01
4.250 37.44
Fisher Pivots for day following 28-Jul-2020
Pivot 1 day 3 day
R1 42.00 41.79
PP 41.91 41.77
S1 41.83 41.76

These figures are updated between 7pm and 10pm EST after a trading day.

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